Data mining investigation of co-movements on the Taiwan and China stock markets for future investment portfolio.
Shu-Hsien LiaoShan-Yuan ChouPublished in: Expert Syst. Appl. (2013)
Keyphrases
- stock market
- var model
- stock index futures
- investment strategies
- data mining
- monetary policy
- asset allocation
- portfolio management
- stock index
- portfolio optimization
- financial data
- short term
- stock exchange
- decision making
- driving forces
- financial markets
- long term
- stock price
- chinese stock market
- investment decisions
- trading rules
- data mining algorithms
- stock trading
- stock returns
- financial news
- market data
- trading strategies
- knowledge discovery
- financial time series
- stock data
- data mining techniques
- exchange rate
- text mining
- itemsets
- optimal portfolio
- data analysis